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This commit is contained in:
saherelm
2025-09-16 23:48:52 +03:30
parent 83ef415ca2
commit 21fe832447
5 changed files with 583 additions and 144 deletions
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Classes/x-saherelm.x-backtester.expert.class.mq5
+55 -57
View File
@@ -79,6 +79,11 @@ class XCBackTesterEA : public XCBase
double riskToRewardRatio; // Risk To Reward per Trades ...
double volume; // Default volume Per Trade ...
//
XCAlert *eaAlert; // EA Scope Alert Handler ...
XCTrade *eaTrader; // EA Scope Trade Handler ...
XCChartHelper *eaChartHelper; // Chart Helper Class ...
//
// Constructor ...
XCBackTesterEA()
@@ -656,10 +661,6 @@ class XCBackTesterEA : public XCBase
//
// Props ...
//
XCAlert *eaAlert; // EA Scope Alert Handler ...
XCTrade *eaTrader; // EA Scope Trade Handler ...
//
// Trade Event Listeners ...
TOnModify mOnModifyEventHandlers[];
@@ -672,9 +673,6 @@ class XCBackTesterEA : public XCBase
TOnPositionsChanged mPositionsChangedEventHandlers[];
TOnTradeStateChanged mTradeStateChangedEventHandlers[];
//
XCChartHelper *mChartHelper; // Chart Helper Class ...
//
// Object Props ...
@@ -729,7 +727,7 @@ class XCBackTesterEA : public XCBase
//
// Initial Chart Class Instance ...
mChartHelper = new XCChartHelper(chartId);
eaChartHelper = new XCChartHelper(chartId);
//
int startX = 5;
@@ -742,19 +740,19 @@ class XCBackTesterEA : public XCBase
//
// Buy ...
int btnBuyStartX = startX;
int btnBuySizeX = startX + defaultWidth;
int btnBuyStartY = startY;
int btnBuySizeY = startY + defaultHeight;
int btnBuyX1 = startX;
int btnBuyX2 = startX + defaultWidth;
int btnBuyY1 = startY;
int btnBuyY2 = startY + defaultHeight;
string btnBuyName = objSuffix + "BTN_BUY";
result = btnBuy.Create(
chartId,
btnBuyName,
subWindow,
btnBuyStartX,
btnBuyStartY,
btnBuySizeX,
btnBuySizeY //
btnBuyX1,
btnBuyY1,
btnBuyX2,
btnBuyY2 //
);
if (result)
{
@@ -769,19 +767,19 @@ class XCBackTesterEA : public XCBase
//
// Sell ...
int btnSellStartX = btnBuyStartX + btnBuySizeX;
int btnSellSizeX = btnSellStartX + defaultWidth;
int btnSellStartY = btnBuyStartY;
int btnSellSizeY = btnBuySizeY;
int btnSellX1 = btnBuyX1 + btnBuyX2;
int btnSellX2 = btnSellX1 + defaultWidth;
int btnSellY1 = btnBuyY1;
int btnSellY2 = btnBuyY2;
string btnSellName = objSuffix + "BTN_SELL";
result = btnSell.Create(
chartId,
btnSellName,
subWindow,
btnSellStartX,
btnSellStartY,
btnSellSizeX,
btnSellSizeY //
btnSellX1,
btnSellY1,
btnSellX2,
btnSellY2 //
);
if (result)
{
@@ -796,19 +794,19 @@ class XCBackTesterEA : public XCBase
//
// LABEL Position ID ...
int lblPositionIdStartX = btnBuyStartX;
int lblPositionIdSizeX = lblPositionIdStartX + defaultWidth;
int lblPositionIdStartY = btnSellSizeY + defaultGap;
int lblPositionIdSizeY = lblPositionIdStartY + defaultHeight;
int lblPositionIdX1 = btnBuyX1;
int lblPositionIdX2 = lblPositionIdX1 + defaultWidth;
int lblPositionIdY1 = btnSellY2 + defaultGap;
int lblPositionIdY2 = lblPositionIdY1 + defaultHeight;
string lblPositionIdName = objSuffix + "LBL_POS_ID";
result = lblPositionId.Create(
chartId,
lblPositionIdName,
subWindow,
lblPositionIdStartX,
lblPositionIdStartY,
lblPositionIdSizeX,
lblPositionIdSizeY //
lblPositionIdX1,
lblPositionIdY1,
lblPositionIdX2,
lblPositionIdY2 //
);
if (result)
{
@@ -822,19 +820,19 @@ class XCBackTesterEA : public XCBase
//
// Close ...
int btnCloseStartX = startX;
int btnCloseSizeX = btnCloseStartX + defaultWidth;
int btnCloseStartY = lblPositionIdSizeY + defaultGap;
int btnCloseSizeY = lblPositionIdSizeY + defaultHeight;
int btnCloseX1 = startX;
int btnCloseX2 = btnCloseX1 + defaultWidth;
int btnCloseY1 = lblPositionIdY2 + defaultGap;
int btnCloseY2 = btnCloseY1 + defaultHeight;
string btnCloseName = objSuffix + "BTN_CLOSE";
result = btnClose.Create(
chartId,
btnCloseName,
subWindow,
btnCloseStartX,
btnCloseStartY,
btnCloseSizeX,
btnCloseSizeY //
btnCloseX1,
btnCloseY1,
btnCloseX2,
btnCloseY2 //
);
if (result)
{
@@ -849,19 +847,19 @@ class XCBackTesterEA : public XCBase
//
// Close All ...
int btnCloseAllStartX = btnCloseSizeX + defaultGap;
int btnCloseAllSizeX = btnCloseAllStartX + defaultWidth;
int btnCloseAllStartY = lblPositionIdSizeY + defaultGap;
int btnCloseAllSizeY = lblPositionIdSizeY + defaultHeight;
int btnCloseAllX1 = btnCloseX2 + defaultGap;
int btnCloseAllX2 = btnCloseAllX1 + defaultWidth;
int btnCloseAllY1 = lblPositionIdY2 + defaultGap;
int btnCloseAllY2 = btnCloseAllY1 + defaultHeight;
string btnCloseAllName = objSuffix + "BTN_CLOSE_ALL";
result = btnCloseAll.Create(
chartId,
btnCloseAllName,
subWindow,
btnCloseAllStartX,
btnCloseAllStartY,
btnCloseAllSizeX,
btnCloseAllSizeY //
btnCloseAllX1,
btnCloseAllY1,
btnCloseAllX2,
btnCloseAllY2 //
);
if (result)
{
@@ -879,9 +877,9 @@ class XCBackTesterEA : public XCBase
//
// TP Label ...
int lblTPX1 = btnCloseStartX;
int lblTPX1 = btnCloseX1;
int lblTPX2 = lblTPX1 + defaultWidth;
int lblTPY1 = btnCloseSizeY + defaultGap;
int lblTPY1 = btnCloseY2 + defaultGap;
int lblTPY2 = lblTPY1 + defaultHeight;
string lblTPName = objSuffix + "LBL_TP";
result = lblTP.Create(
@@ -1005,9 +1003,9 @@ class XCBackTesterEA : public XCBase
//
// SL Label ...
int lblSLX1 = btnCloseAllStartX;
int lblSLX1 = btnCloseAllX1;
int lblSLX2 = lblSLX1 + defaultWidth;
int lblSLY1 = btnCloseAllSizeY + defaultGap;
int lblSLY1 = btnCloseAllY2 + defaultGap;
int lblSLY2 = lblTPY1 + defaultHeight;
string lblSLName = objSuffix + "LBL_SL";
result = lblSL.Create(
@@ -1409,8 +1407,8 @@ class XCBackTesterEA : public XCBase
void DestroyGUI()
{
//
delete mChartHelper;
ZeroMemory(mChartHelper);
delete eaChartHelper;
ZeroMemory(eaChartHelper);
//
delete btnSelectedPosInfo;
@@ -1499,8 +1497,8 @@ class XCBackTesterEA : public XCBase
//
// Reading Global Chart Info ...
int subWindow = 0;
int chartWidth = mChartHelper.Width();
ulong chartId = mChartHelper.ChartId();
int chartWidth = eaChartHelper.Width();
ulong chartId = eaChartHelper.ChartId();
//
// Read Selected Position ...
@@ -1964,7 +1962,7 @@ class XCBackTesterEA : public XCBase
//
int subWindow = 0;
ulong chartId = mChartHelper.ChartId();
ulong chartId = eaChartHelper.ChartId();
//
int btnWidth = 25;
Classes/x-saherelm.x-market.pattern.class.mq5
+227 -1
View File
@@ -908,7 +908,112 @@ class XCMarketPatternDetector : public XCBase
return result;
}
bool HasTrend(
/**
* Check Specified Bar has SignalKey Bar Pattern or not ...
*
* @param bar: XOHCL, Specified Bar ...
* @param dir: ENUM_X_DIRECTION a reference for Direction ...
* @param shadowApprovedMultiplier: int, Shadow Size Approve Multiplier ...
* @param minimumPinBarRangeMultiplier: doubble, Range Size Approve Multiplier in Point ...
* @param forceDirection: bool, Apply Force Bar Type ...
*
* @return ( bool )
*/
bool IsSignalKeyBarPattern(
XOHCL &bar,
ENUM_X_DIRECTION &dir,
int shadowApprovedMultiplier = 3,
double minimumPinBarRangeMultiplier = 4,
bool forceDirection = false //
)
{
//
bool result = false;
//
// Prepare ...
CleanDirection(dir);
//
// Validate ...
result = bar.IsValid();
if (!result)
{
return result;
}
//
// Get Requirements ...
XOHCL pBar;
result = bar.GetPreviousBar(pBar);
if (!result)
{
return result;
}
//
// Chck Previous Bar must Pinned ...
result = IsPinnedBar(
pBar,
dir,
shadowApprovedMultiplier,
minimumPinBarRangeMultiplier,
forceDirection //
);
if (!result)
{
//
pBar.Clean();
return result;
}
//
// Check Direction ...
bool isBullish =
bar.IsBullish() &&
IsSpecifiedBullish(dir) &&
bar.close > pBar.high;
bool isBearish =
bar.IsBearish() &&
IsSpecifiedBearish(dir) &&
bar.close < pBar.low;
result = isBullish || isBearish;
if (!result)
{
//
pBar.Clean();
return result;
}
//
dir = bar.GetDirection();
//
result = HasDirection(dir);
//
// Cleanup Resources ...
pBar.Clean();
//
return result;
}
//
// Trending ...
/**
* Check Trend Exists Based on Swings ...
*
* @param bar: XOHCL, Specified Bar ...
* @param dir: ENUM_X_DIRECTION a reference for Direction ...
* @param swings: XOHCL Array, Holds Swings ...
* @param numberOfSwings: int, Number of Swing Points for Detect Trend ...
* @param swingShoulders: int, Swing Shoulders Approvement Length ...
*
* @return ( bool )
*/
bool HasSwingTrend(
XOHCL &bar,
ENUM_X_DIRECTION &dir,
XOHCL &swings[],
@@ -1032,6 +1137,127 @@ class XCMarketPatternDetector : public XCBase
//
// Check Trend Based On Swings ...
//
// Check Directions ...
//
bool isBullish = false;
bool isBearish = false;
//
datetime oldestSwingLow = NULL;
datetime oldestSwingHigh = NULL;
//
// Checking Bullish Trend based on Swing Lows ...
int count = ArraySize(swingLows);
for (int i = 0; i < count - 1; i++)
{
//
has = swingLows[i].low > swingLows[i + 1].low;
isBullish =
!isBullish
? has
: isBullish && has;
if (!isBullish)
{
break;
}
//
datetime oldeTime = MathMin(swingLows[i].time, swingLows[i + 1].time);
oldestSwingLow =
!IsSpecifiedValid(oldestSwingLow)
? oldeTime
: MathMin(oldestSwingLow, oldeTime);
}
//
// Checking Bearish Trend based on Swing Highs ...
count = ArraySize(swingHighs);
for (int i = 0; i < count - 1; i++)
{
//
has = swingHighs[i].high < swingHighs[i + 1].high;
isBearish =
!isBearish
? has
: isBearish && has;
if (!isBearish)
{
break;
}
//
datetime oldeTime = MathMin(swingHighs[i].time, swingHighs[i + 1].time);
oldestSwingHigh =
!IsSpecifiedValid(oldestSwingHigh)
? oldeTime
: MathMin(oldestSwingHigh, oldeTime);
}
//
result = isBullish || isBearish;
if (!result)
{
//
iSwing.Clean();
SpecifiedClean(swingLows);
SpecifiedClean(swingHighs);
//
return result;
}
//
if (isBullish &&
isBearish &&
IsSpecifiedValid(oldestSwingLow) &&
IsSpecifiedValid(oldestSwingHigh))
{
//
// Here we Have to Detect Newest Trend or Oldest Trend ...
isBullish = oldestSwingLow < oldestSwingHigh;
isBearish = oldestSwingHigh < oldestSwingLow;
}
//
result = (isBullish && !isBearish) ||
(isBearish && !isBullish);
if (!result)
{
//
iSwing.Clean();
SpecifiedClean(swingLows);
SpecifiedClean(swingHighs);
//
return result;
}
//
if (isBullish)
{
//
Copy(
swingLows,
swings //
);
//
dir = X_DIRECTION_BULLISH;
}
else
{
//
Copy(
swingHighs,
swings //
);
//
dir = X_DIRECTION_BEARISH;
}
//
iSwing.Clean();
Documents/BKP/tmp.backtester.codes.mq5
+101
View File
@@ -644,3 +644,104 @@ bool CreateMainPanel()
// edtPositionId.Text(ToXString(selectedPositionID));
// edtPositionId.TextAlign(ALIGN_LEFT);
// }
//////////////////////////////////////////////////////////////////
//
CButton btnPauseReplay;
bool isVisualTesterPaused = false;
//
// Initial Btn Pause Play ...
int subWindow = 0;
int defaultGap = 5;
int defaultWidth = 100;
int defaultHeight = 30;
ulong chartId = eaExpert.eaChartHelper.ChartId();
//
int btnPauseReplayX1 = defaultGap;
int btnPauseReplayX2 = btnPauseReplayX1 + defaultWidth;
int btnPauseReplayY1 = eaExpert.eaChartHelper.Height() - defaultHeight - defaultGap;
int btnPauseReplayY2 = btnPauseReplayY1 + defaultHeight;
//
string btnPauseReplayName = ShortName + "BTN_PAUSE_REPLAY";
//
isInited = btnPauseReplay.Create(
chartId,
btnPauseReplayName,
subWindow,
btnPauseReplayX1,
btnPauseReplayY1,
btnPauseReplayX2,
btnPauseReplayY2 //
);
if (isInited)
{
//
// Apply Style ...
string btnPauseReplayText =
isVisualTesterPaused
? "Play"
: "Pause";
btnPauseReplay.Text(btnPauseReplayText);
btnPauseReplay.Color(clrAzure);
btnPauseReplay.ColorBackground(clrBlack);
}
//
//
// Update btn Pause Replay ...
string btnPauseReplayText =
isVisualTesterPaused
? "Play"
: "Pause";
btnPauseReplay.Text(btnPauseReplayText);
if (IsRunningeOnTestVisualMode())
{
//
btnPauseReplay.Show();
btnPauseReplay.Enable();
}
else
{
//
btnPauseReplay.Hide();
btnPauseReplay.Enable();
}
if (btnPauseReplay.Pressed())
{
//
if (btnPauseReplay.IsEnabled())
{
//
HandlePauseStrategyTester();
//
btnPauseReplayText =
isVisualTesterPaused
? "Play"
: "Pause";
btnPauseReplay.Text(btnPauseReplayText);
}
//
btnPauseReplay.Pressed(false);
}
void HandlePauseStrategyTester()
{
//
isVisualTesterPaused = !isVisualTesterPaused;
//
// DebugBreak();
keybd_event(VK_SPACE, 0, 0, 0);
keybd_event(VK_SPACE, 0, KEYEVENTF_KEYUP, 0);
}
Experts/x-saherelm.xfima.backtester.ea.mq5
+98 -2
View File
@@ -27,6 +27,14 @@
#include "../Classes/x-saherelm.x-market.pattern.class.mq5"
#include "../Helpers/x-saherelm.xom1.helper.mq5"
//
#import "user32.dll"
void keybd_event(int bVk, int bScan, int dwFlags, int dwExtraInfo);
#import
#define VK_SPACE 0x20 // Space
#define VK_RETURN 0x0D // Return - Enter Key
#define KEYEVENTF_KEYUP 0x0002 // Key up
//
// Definitions ...
@@ -374,8 +382,30 @@ void OnTick()
//
ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
//
// Define Detection Flags ...
//
bool detectPinned = false;
bool detectMomentum = false;
bool detectEngulfed = false;
bool detectTrueGaped = false;
//
bool detectStarPattern = false;
bool detectFlagPattern = false;
bool detectRisingPattern = false;
bool detectPiercingPattern = false;
bool detectSignalKeyBarPattern = true;
//
bool detectSwingTrend = false;
//
// Checking Momentum Bar ...
if (detectMomentum)
{
//
bool isMomentum = eaPatternDetector.IsMomentumBar(
cBar,
iDir //
@@ -388,9 +418,13 @@ void OnTick()
{
Print(ToXString(iDir), " Momentum Bar: ", cBar.time);
}
}
//
// Checking Engulfed Bar ...
if (detectEngulfed)
{
//
bool isEngulfed = eaPatternDetector.IsEngulfedBar(
cBar,
iDir //
@@ -403,9 +437,13 @@ void OnTick()
{
Print(ToXString(iDir), " Engulfed Bar: ", cBar.time);
}
}
//
// Checking TruGaped Bar ...
if (detectTrueGaped)
{
//
bool isTrueGaped = eaPatternDetector.IsTrueGapedBar(
cBar,
iDir //
@@ -418,9 +456,12 @@ void OnTick()
{
Print(ToXString(iDir), " TrueGapped Bar: ", cBar.time);
}
}
//
// Checking Pinned Bar ...
if (detectPinned)
{
bool isPinned = eaPatternDetector.IsPinnedBar(
cBar,
iDir //
@@ -433,9 +474,12 @@ void OnTick()
{
Print(ToXString(iDir), " Pinned Bar: ", cBar.time);
}
}
//
// Checking Star Pattern ...
if (detectStarPattern)
{
bool isStarPattern = eaPatternDetector.IsStartPattern(
cBar,
iDir //
@@ -448,9 +492,13 @@ void OnTick()
{
Print(ToXString(iDir), " Star Pattern: ", cBar.time);
}
}
//
// Checking Piercing Pattern ...
if (detectPiercingPattern)
{
//
bool isPiercingPattern = eaPatternDetector.IsPiercingPattern(
cBar,
iDir //
@@ -463,9 +511,13 @@ void OnTick()
{
Print(ToXString(iDir), " Piercing Pattern: ", cBar.time);
}
}
//
// Checking Rising Pattern ...
if (detectRisingPattern)
{
//
bool isRisingPattern = eaPatternDetector.IsRisingPattern(
cBar,
iDir //
@@ -478,9 +530,13 @@ void OnTick()
{
Print(ToXString(iDir), " Rising Pattern: ", cBar.time);
}
}
//
// Checking Flag Pattern ...
if (detectFlagPattern)
{
//
XOHCL swingBar;
bool isFlagPattern = eaPatternDetector.IsFlagPattern(
cBar,
@@ -498,6 +554,48 @@ void OnTick()
swingBar.Clean();
}
//
// Detect Swing Trend ...
if (detectSwingTrend)
{
//
XOHCL swings[];
bool hasSwingTrend = eaPatternDetector.HasSwingTrend(
cBar,
iDir,
swings //
);
bool hasBullishSwingTrend = hasSwingTrend &&
IsSpecifiedBullish(iDir);
bool hasBearishSwingTrend = hasSwingTrend &&
IsSpecifiedBearish(iDir);
if (hasSwingTrend)
{
Print(ToXString(iDir), " Swing Trend: ", cBar.time);
}
SpecifiedClean(swings);
}
//
// Detect SignalKey Bar Pattern ...
if (detectSignalKeyBarPattern)
{
//
bool isSignalKeyBar = eaPatternDetector.IsSignalKeyBarPattern(
cBar,
iDir //
);
bool isBullishSignalKeyBar = isSignalKeyBar &&
IsSpecifiedBullish(iDir);
bool isBearishSignalKeyBar = isSignalKeyBar &&
IsSpecifiedBearish(iDir);
if (isSignalKeyBar)
{
Print(ToXString(iDir), " SignalKey Bar Pattern: ", cBar.time);
}
}
}
//
cBar.Clean();
}
@@ -754,5 +852,3 @@ void OnTradeStateChanged(const XOnTradeHandlerState &state)
{
eaExpert.HandleOnTradeStateChanged(state);
}
//
Libraries/x-saherelm.common.extensions.lib.mq5
+18
View File
@@ -1246,6 +1246,24 @@ bool IsRunningOnTestMode()
return result;
}
/**
* Check Expert Running in Visual Testing Mode ...
*
* @return ( bool )
*/
bool IsRunningeOnTestVisualMode()
{
//
bool result = false;
//
result = IsRunningOnTestMode() &&
MQLInfoInteger(MQL_VISUAL_MODE);
//
return result;
}
/**
* Find Chart ID ...
*